The exchange also set an all-time trading volume record in 10-Year U.S. Treasury note options of 652,229 contracts, compared with the previous record of 5 93,504 contracts on April 14. Further, the exchange established a new high in electronic volume of CBOT U.S. Treasury options since the advent of its Electronic Market Maker program, trading 28,549 contracts.
The CBOT also reached two significant open interest records. Five-year U.S. Treasury note futures set a record for the tenth consecutive session at 1,373,393 contracts, and Ten-Year U.S. Treasury note futures set an open interest record of 1,485,407 contracts.
CBOT President and CEO Bernard W. Dan said, "The exchange’s strong performance and new records in CBOT U.S. Treasury futures and options underscore the value our consistently liquid markets deliver to CBOT customers. Further, we are extremely pleased with the new milestone reached in the electronic trading of CBOT U.S. Treasury futures-options, the result of the exchange’s new Electronic Market Maker program during extended hours. This achievement is a testimony to the superior functionality of the CBOT’s electronic trading platform and its ability to execute complicated transactions while also maintaining the transparency our global market users expect from a leading futures exchange."
Also on August 6, the CBOT’s electronic trading platform experienced its third highest volume for a single trading day, with 2,435,770 contracts traded electronically.
An electronic trading record was established in CBOT’s Fed Funds futures, surpassing 100,000 contracts for the first time, with 100,568 contracts traded on the exchange’s electronic trading platform. This new all-time high eclipsed the previous record for electronically traded Fed Funds futures of 65,135 contracts set on June 30, 2004.
Total CBOT open interest again rose above the 12 million mark to 12,041,318 contracts on August 6.
For more information on CBOT volume and open interest, please visit the exchange Website at www.cbot.com
